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相关论文: Model-Free Mean-Field Reinforcement Learning: Mean…

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We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

最优化与控制 · 数学 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

最优化与控制 · 数学 2021-09-10 Médéric Motte , Huyên Pham

In this paper, we propose several approaches to learn the optimal population-dependent controls in order to solve mean field control problems (MFC). Such policies enable us to solve MFC problems with forms of common noises at a level of…

最优化与控制 · 数学 2023-11-21 Gokce Dayanikli , Mathieu Lauriere , Jiacheng Zhang

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

最优化与控制 · 数学 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

Mean Field Control (MFC) is a powerful approximation tool to solve large-scale Multi-Agent Reinforcement Learning (MARL) problems. However, the success of MFC relies on the presumption that given the local states and actions of all the…

机器学习 · 计算机科学 2023-05-30 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

最优化与控制 · 数学 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

机器学习 · 统计学 2023-05-10 Barna Pásztor , Ilija Bogunovic , Andreas Krause

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

最优化与控制 · 数学 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

最优化与控制 · 数学 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

Multi-agent reinforcement learning (MARL) remains difficult to scale to many agents. Recent MARL using Mean Field Control (MFC) provides a tractable and rigorous approach to otherwise difficult cooperative MARL. However, the strict MFC…

机器学习 · 计算机科学 2024-05-09 Kai Cui , Christian Fabian , Anam Tahir , Heinz Koeppl

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

机器学习 · 计算机科学 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point process, controlling its intensity instead. To address the…

最优化与控制 · 数学 2024-12-31 Robert Denkert , Idris Kharroubi , Huyên Pham

In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…

机器学习 · 计算机科学 2024-10-04 Jiawei Huang , Batuhan Yardim , Niao He

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge…

多智能体系统 · 计算机科学 2026-01-30 Tobias Schmidt , Kai Cui

Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…

机器学习 · 计算机科学 2024-09-11 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

Recent reinforcement learning (RL) methods have achieved success in various domains. However, multi-agent RL (MARL) remains a challenge in terms of decentralization, partial observability and scalability to many agents. Meanwhile,…

机器学习 · 计算机科学 2024-02-26 Kai Cui , Sascha Hauck , Christian Fabian , Heinz Koeppl

Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…

人工智能 · 计算机科学 2025-05-15 Montaser Mohammedalamen , Michael Bowling

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

机器学习 · 计算机科学 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

We study infinite-horizon Markov Decision Processes (MDPs) with a continuum of heterogeneous agents interacting through a common noise, without assuming exchangeability. We introduce the framework of Conditional Non-Exchangeable Mean Field…

最优化与控制 · 数学 2026-03-03 Samy Mekkaoui , Huyên Pham
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